digdigdig3

Multi-exchange connector library — unified async Rust API for crypto exchanges, stock brokers, forex providers, DEX connectors, and prediction markets.

Version: 0.1.20 Edition: Rust 2021 License: MIT OR Apache-2.0 Repository: https://github.com/ZENG3LD/digdigdig3

Note: On-chain monitoring (Solana, Bitcoin, TON, Sui, Aptos chain watchers, OnChainEvent types, EventProducer trait, and all transaction builders) was extracted to the dig2chain workspace. digdigdig3 retains only the on-chain providers needed by DEX connectors for query and signing (EVM via alloy, Cosmos via cosmrs, StarkNet via starknet-crypto).

Overview

digdigdig3 is organized around three levels describing data depth, and two access tiers within L3 describing registration requirements.

Level	Description	Auth Required	Count
L1	Price / OHLCV data feeds — klines, ticker, trades. No orderbook.	No or API key	7
L2	L1 + orderbook data (depth snapshots, delta streams). No execution.	No or API key	3
L3 open	Full stack (L1 + L2 + execution). Market data publicly accessible.	No for data; API key for trading	22
L3 gated	Full stack. All data requires account/API key. KYC may be required.	Yes	11

Total connectors: 43

Development focus: L3/open — these are the connectors actively used and tested by the primary consumer (mylittlechart). L3/gated, L1, and L2 connectors are structurally complete but untested against real APIs.

Module Hierarchy

digdigdig3/src/
├── l1/                              # Data feeds (OHLCV, ticker — no orderbook)
│   ├── free/   yahoo, krx, finnhub
│   └── paid/   alphavantage, tiingo, twelvedata, jquants
│
├── l2/                              # L1 + orderbook data (no execution)
│   ├── free/   moex
│   └── paid/   polygon, cryptocompare
│
├── l3/                              # Full stack (L1 + L2 + execution)
│   ├── open/                        # Market data requires no registration
│   │   ├── crypto/cex/  18 CEX
│   │   ├── crypto/dex/  dydx, lighter
│   │   └── prediction/  polymarket
│   └── gated/                       # Account/KYC required for all data
│       ├── stocks/us/    alpaca
│       ├── stocks/india/ zerodha, upstox, angel_one, dhan, fyers
│       ├── stocks/china/ futu
│       ├── stocks/russia/ tinkoff
│       ├── forex/        oanda, dukascopy
│       └── multi/        ib
│
├── core/                            # Traits, types, utils, HTTP, WebSocket
└── connector_manager/               # ConnectorHandle, ConnectorRegistry, ConnectorPool

Adding as a Dependency

[dependencies]
digdigdig3 = { path = "../digdigdig3" }
# or
digdigdig3 = { git = "https://github.com/ZENG3LD/digdigdig3", tag = "v0.1.20" }

With specific feature flags:

[dependencies]
digdigdig3 = { version = "0.1.20", features = ["grpc", "k256-signing"] }

L1: Data Feeds (no orderbook)

L1 connectors provide OHLCV klines, ticker, and trades. No orderbook depth. No execution.

All L1 connectors are structurally complete and compile. None have been validated against real APIs.

L1 free

Provider	Klines	Ticker	WebSocket	Auth
Yahoo Finance	Yes	Yes	Yes	No auth
KRX (Korea)	Yes	Yes	No	API key
Finnhub	Yes	Yes	Yes	API key

L1 paid

Provider	Klines	Ticker	WebSocket	Auth	Region
Alpha Vantage	Yes	No	No	API key	US / Forex
Tiingo	Yes	Yes	Yes	Bearer token	US
TwelveData	Yes	Yes	Yes	API key	US
J-Quants	Yes	Yes	No	Refresh/ID token	Japan

All L1 connectors return UnsupportedOperation for trading and account methods. They are data providers only.

L2: Orderbook Data (no execution)

L2 connectors add full orderbook depth (snapshots and delta streams) on top of L1 capabilities. No trading or account operations.

All L2 connectors are structurally complete and compile. None have been validated against real APIs.

L2 free

Provider	Klines	Orderbook	WebSocket	Auth
MOEX (Russia)	Yes	Yes	Yes	No auth (ISS)

L2 paid

Provider	Klines	Orderbook	WebSocket	Auth
Polygon	Yes	Yes	Yes	API key
CryptoCompare	Yes	Yes	Yes	API key

L3 Open: Full Stack (no registration needed for market data)

L3 open connectors provide complete market data publicly, and support execution once API keys are configured. Public data (orderbook, trades, klines, ticker) does not require credentials.

These are the connectors actively used and tested by mylittlechart.

L3 open — Crypto CEX (18 connectors)

Legend:

Tested — data flowed through the live bridge in production
Untested — code exists and compiles, never validated on real data
N/A — method not implemented (returns UnsupportedOperation)

Exchange	REST klines	REST ticker	REST orderbook	REST trades	WS trades	WS ticker	WS orderbook	WS klines
Binance	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Bybit	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
OKX	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
KuCoin	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Kraken	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Coinbase	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Gate.io	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Gemini	Tested	Tested (poll/15s)	Untested	N/A	Tested	Tested	Untested	Untested
MEXC	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
HTX	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Bitget	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
BingX	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Crypto.com	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Upbit	Tested	Untested	Untested	N/A	Tested	Tested	Untested	Untested
Bitfinex	Untested	Untested	Untested	N/A	Untested	Untested	Untested	Untested
Bitstamp	Untested	Untested	Untested	N/A	Untested	Untested	Untested	Untested
Deribit	Untested	Untested	Untested	N/A	Untested	Untested	Untested	Untested
HyperLiquid	Untested	Untested	Untested	N/A	Untested	Untested	Untested	Untested

Notes:

Gemini supplements WebSocket ticker with a REST poll fallback (15s interval).
get_recent_trades (REST trades column) is implemented only for Lighter (DEX). All CEX connectors return UnsupportedOperation and are marked N/A.
WS orderbook and WS klines channels exist in code for most connectors but were never subscribed to in a live session.

Disabled CEX

Exchange	Issue	Status
Vertex	Exchange shut down 2025-08-14, acquired by Ink Foundation	Permanently disabled. Code retained as reference.

L3 open — Crypto DEX (2 connectors)

Connector	Chain	Feature Flag	Execution
dYdX v4	Cosmos	`onchain-cosmos` + `grpc`	Full trading trait via Cosmos gRPC
Lighter.xyz	Custom	—	Full trading trait, native ECgFp5+Poseidon2+Schnorr signing (zero third-party crates)

L3 open — Prediction Markets (1 connector)

Connector	Type	Execution
Polymarket	Binary options on events	Full trading trait — place/cancel/resolve

L3 Gated: Full Stack (account/KYC required)

All data — including public market data — requires API keys or account credentials. Structurally complete, untested against real APIs.

L3 gated — Stocks US (1 connector)

Broker	Klines	Trading	WebSocket	Auth Method
Alpaca	Yes	Yes	Yes	API key header

L3 gated — Stocks India (5 connectors)

Broker	Klines	Trading	WebSocket	Auth Method
Zerodha (Kite)	No*	Yes	No	OAuth2 token
Upstox	Yes	Yes	No	OAuth2 token
Angel One	Yes	Yes	No	JWT + TOTP
Dhan	Yes	Yes	Yes	Access token
Fyers	Yes	Yes	No	JWT OAuth2

*Zerodha get_klines requires a separate Historical API subscription — returns UnsupportedOperation without it.

L3 gated — Stocks China (1 connector)

Broker	Klines	Trading	Auth Method
Futu OpenD	Yes	Partial	OpenD proto (requires local daemon)

Futu requires the OpenD binary running locally. All methods return UnsupportedOperation until OpenD is connected.

L3 gated — Stocks Russia (1 connector)

Broker	Klines	Trading	Auth Method
Tinkoff Invest	Yes	Yes	Bearer token + gRPC

L3 gated — Forex (2 connectors)

Provider	Klines	Streaming	Trading	Auth
OANDA	Yes	Yes (server-sent)	Yes	Bearer token
Dukascopy	Yes	No	No	No auth (public data)

Note: Dukascopy is placed in gated/ because the connection model requires an API account context — it is not a fully open feed like L3 open connectors.

L3 gated — Multi-asset (1 connector)

Broker	Klines	Trading	WebSocket	Auth
Interactive Brokers (IB)	Yes	Yes	Yes	OAuth2 / Bearer

Execution Coverage

CEX — Optional Trading Traits

Connector	CancelAll	AmendOrder	BatchOrders	AccountTransfers	CustodialFunds	SubAccounts
Binance	Yes	Yes	Yes	Yes	Yes	Yes
Bybit	Yes	Yes	Yes	Yes	Yes	Yes
OKX	Yes	Yes	Yes	Yes	Yes	Yes
KuCoin	Yes	Yes	Yes	Yes	Yes	Yes
Gate.io	Yes	Yes	Yes	Yes	Yes	Yes
Bitget	Yes	Yes	Yes	Yes	Yes	Yes
BingX	Yes	Yes	Yes	Yes	Yes	Yes
HTX	Yes	No	Yes	Yes	Yes	Yes
Crypto.com	Yes	Yes	Yes	No	Yes	Yes
MEXC	Yes	No	Yes	Yes	Yes	Yes
Kraken	Yes	Yes	No	No	Yes	Yes
Coinbase	Yes	No	No	No	Yes	No
Gemini	Yes	No	No	No	Yes	No
Upbit	Yes	Yes	No	No	Yes	No

DEX Execution

Connector	Execution Notes
dYdX v4	Order placement via Cosmos gRPC — full trading trait
Lighter	Full trading trait — native ECgFp5+Poseidon2+Schnorr signing

Stock Broker Execution

Broker	place_order	cancel_order	amend_order	batch_orders
Alpaca	Yes	Yes	Yes	No
Zerodha	Yes	Yes	Yes	No
Upstox	Yes	Yes	Yes	No
Angel One	Yes	Yes	Yes	No
Dhan	Yes	Yes	Yes	No
Fyers	Yes	Yes	No	Yes
Tinkoff	Yes	Yes	Yes	No
Futu	Partial	No	No	No

Optional Trading Traits (defined, not yet implemented in any connector)

These traits exist in src/core/traits/operations.rs with default UnsupportedOperation implementations. They are ready for connector-level override:

MarginTrading — margin borrow/repay, margin account info
EarnStaking — earn products, subscribe/redeem
ConvertSwap — convert quotes, dust conversion
CopyTrading — follow/unfollow traders, copy positions
LiquidityProvider — LP position management
VaultManager — vault deposit/withdraw
StakingDelegation — delegate/undelegate, claim rewards
BlockTradeOtc — OTC block trade creation and execution
MarketMakerProtection — MMP config, mass quoting
TriggerOrders — conditional order placement
PredictionMarket — prediction market order flow

L2 Orderbook Capabilities

Each exchange declares its L2/orderbook capabilities via orderbook_capabilities(account_type):

use digdigdig3::core::traits::WebSocketConnector;
use digdigdig3::core::types::AccountType;

let ws = BinanceWebSocket::new(None, None);
let caps = ws.orderbook_capabilities(AccountType::Spot);

println!("WS depths: {:?}", caps.ws_depths);           // [5, 10, 20]
println!("REST max: {:?}", caps.rest_max_depth);        // Some(5000)
println!("Snapshot: {}", caps.supports_snapshot);        // true
println!("Delta: {}", caps.supports_delta);              // true
println!("Checksum: {:?}", caps.checksum);               // None
println!("Channels: {}", caps.ws_channels.len());        // 8

// Pick best channel for your needs
if let Some(ch) = caps.best_channel(Some(20), true) {
    println!("Use channel: {} (delta={}, depth={:?})", ch.name, !ch.is_snapshot, ch.depth);
}

Capabilities per exchange

Exchange	WS Depths	Checksum	Aggregation	Sequence
Binance	5/10/20	No	No	U/u (futures: +pu)
Bybit	1/50/200/1000	No	No	u field
OKX	1/5/50/400	CRC32 top-25	No	seqId/prevSeqId
Kraken	10/25/100/500/1000	CRC32 top-10	No	No (spot)
KuCoin	5/50 (snapshot)	No	No	sequence
Coinbase	full book	No	No	sequence
GateIO	5/10/20/50/100	No	No	U/u
Bitfinex	1/25/100/250	CRC32 top-25	P0-P4	optional
Bitget	1/5/15/full	CRC32 top-25	No	seqId
HTX	5/10/20/150/400	No	step0-step5	seqNum
MEXC	5/10/20	No	No	version
BingX	5/10/20	No	No	U/u
Bitstamp	100 (snap)/full (delta)	No	No	microtimestamp
Gemini	5/10/20 (Fast API)	No	No	socket_sequence
CryptoCom	10/50/150	CRC32	No	u field
Upbit	1/5/15/30	No	KRW only	No
Deribit	1/10/20	No	group param	change_id
HyperLiquid	20 (fixed)	No	nSigFigs	No
dYdX v4	full book	No	No	sequence
Lighter	full book	No	No	sequence
Polymarket	N/A (binary market)	N/A	N/A	N/A

Architecture

Core Trait Hierarchy

ExchangeIdentity (name, id, account types)
    |--- MarketData (price, orderbook, klines, ticker, ping)
    |--- Trading (place_order, cancel_order, get_order, open_orders, order_history)
    |--- Account (balance, account_info, fees)
    |--- Positions (positions, funding_rate, open_interest, mark_price, closed_pnl)

CoreConnector = ExchangeIdentity + MarketData + Trading + Account + Positions
    (blanket impl — use as generic bound for code working with any exchange)

Optional execution traits (each requires Trading or Account supertrait):
    CancelAll, AmendOrder, BatchOrders, AccountTransfers, CustodialFunds, SubAccounts

Optional advanced traits (default UnsupportedOperation, override per-connector):
    MarginTrading, EarnStaking, ConvertSwap, CopyTrading, LiquidityProvider,
    VaultManager, StakingDelegation, BlockTradeOtc, MarketMakerProtection,
    TriggerOrders, PredictionMarket

WebSocket:
    WebSocketConnector (connect, subscribe, event_stream, active_subscriptions)
    WebSocketExt (convenience blanket: subscribe_ticker, subscribe_klines, etc.)

Precision Guard (f64 to Decimal at Execution Boundary)

All DataFeed paths use f64 for maximum performance (indicators, UI, research). At the Trading trait boundary, prices and quantities are converted to exchange-safe strings via rust_decimal:

DataFeed:  get_klines() -> Vec<Kline{f64}>  -> indicators/UI (fast, no overhead)
Execution: place_order(price: f64, qty: f64)
               |
           PrecisionCache.price(&symbol, price)  -> "67543.25"
           PrecisionCache.qty(&symbol, qty)      -> "0.12345"
               |
           Exchange API receives exact string

safe_price(f64, tick) — converts via Decimal::from_str(price.to_string()), rounds to nearest tick
safe_qty(f64, step) — same conversion, floors to step_size (never exceeds available quantity)
PrecisionCache — per-symbol HashMap loaded from get_exchange_info(), stores tick/step per symbol
Fallback: raw f64::to_string() if symbol not in cache

Connector Manager

The connector manager (src/connector_manager/) provides a runtime pool for managing multiple connectors simultaneously:

Component	Purpose
`ConnectorHandle`	Unified dynamic dispatch wrapper for any connector
`ConnectorRegistry`	Maps `ExchangeId` to connector instances
`ConnectorFactory`	Builds connectors from `ConnectorConfig`
`ConnectorConfig`	Per-exchange config structs
`ConnectorPool`	DashMap-based concurrent pool
`ConnectorAggregator`	Multi-exchange data fan-out

Module Structure (per connector)

Every connector follows this layout:

src/{level}/{tier}/{category}/{name}/
    mod.rs          -- pub re-exports
    endpoints.rs    -- URL constants, endpoint enum, symbol formatting
    auth.rs         -- signing implementation (HMAC, JWT, EIP-712, etc.)
    parser.rs       -- JSON response parsing, type mapping
    connector.rs    -- trait implementations
    websocket.rs    -- WebSocket connector implementation

Reference implementation: src/l3/open/crypto/cex/kucoin/ — most complete example with all optional traits.

On-Chain Transport for DEX Connectors

Chain providers used internally by DEX connectors for transaction signing and query submission. These are not standalone chain monitors — for full blockchain event streaming, use dig2chain.

Provider	Chain	Feature Flag	Used By
`EvmProvider`	Ethereum/EVM	`onchain-evm` (default)	HyperLiquid
`CosmosProvider`	Cosmos	`onchain-cosmos`	dYdX
`StarkNetProvider`	StarkNet	`onchain-starknet`	Lighter

None of these have been tested end-to-end with real transaction submission.

Note: Solana chain interaction is implemented in dig2chain. No solana-sdk dependency in digdigdig3.

Transport Methods

Transport	Feature Flag	Used By
REST (reqwest)	default	All connectors
WebSocket	`websocket`	CEX + DEX + major stock brokers
gRPC (tonic)	`grpc`	dYdX (Cosmos gRPC), Tinkoff Invest
On-chain EVM RPC	`onchain-evm`	EvmProvider
On-chain Cosmos gRPC	`onchain-cosmos`	dYdX
On-chain StarkNet	`onchain-starknet`	Lighter

HTTP client: src/core/http/client.rs — async reqwest wrapper with auth injection, retry logic, and rate limiting (SimpleRateLimiter token bucket and WeightRateLimiter).

WebSocket base: src/core/websocket/base_websocket.rs — handles reconnect, ping/pong, and subscription replay on reconnect.

Auth Methods

Method	Connectors
HMAC-SHA256	Binance, Bybit, OKX, KuCoin, Gate.io, Bitget, BingX, MEXC, HTX, Crypto.com
HMAC-SHA384	Gemini
HMAC-SHA512	Kraken
HMAC + passphrase	OKX, KuCoin, Bitget (additional passphrase layer on top of HMAC)
JWT ES256 (EC P-256)	Coinbase, Upbit, Tinkoff, Dhan, J-Quants
JWT + TOTP	Angel One
OAuth2 / Bearer token	Upstox, Fyers, Zerodha, OANDA, IB
EIP-712 (Ethereum typed data)	EvmProvider (HyperLiquid)
Cosmos SDK wallet	dYdX
Native ECgFp5+Schnorr	Lighter
API key in header	Polygon, Finnhub, Tiingo, TwelveData, Alpha Vantage, CryptoCompare
No auth	MOEX ISS, Yahoo Finance, Dukascopy

Feature Flags

Feature	Dependencies Enabled	Notes
`default`	`onchain-evm`	EVM provider included by default
`onchain-evm`	`alloy` (provider-ws, rpc-types)	EVM chain provider
`onchain-ethereum`	`onchain-evm`	Backward-compat alias
`onchain-cosmos`	`cosmrs` (bip32)	Cosmos provider for dYdX
`onchain-starknet`	`starknet-crypto`	StarkNet provider for Lighter
`starknet`	`onchain-starknet`	Legacy alias
`websocket`	—	WebSocket enablement flag
`grpc`	`tonic` (tls, tls-native-roots), `prost`	gRPC transport
`k256-signing`	`k256` (ecdsa-core, ecdsa)	k256 ECDSA signing

Removed features (extracted to dig2chain): onchain-solana, onchain-bitcoin, onchain-sui, onchain-ton, onchain-aptos.

Known Issues and Disabled Connectors

Connector	Issue	Status
Vertex	Exchange shut down 2025-08-14, acquired by Ink Foundation	Permanently disabled. Code retained as reference.
Futu	Requires OpenD local daemon	All methods return `UnsupportedOperation` until OpenD binary is running.

Test Coverage

Connector	Test Count	Type
Fyers	31 tests	Unit tests in src/
MOEX	24 tests	Unit tests in src/
Tinkoff	28 tests	Unit tests in src/
KRX	32 tests	Unit tests in src/
Futu	6 tests	Unit tests in src/
Alpha Vantage	10 tests	Unit tests in src/
Vertex	20 tests	Disabled (shut down)

All 18 active CEX connectors have zero test files. This is the primary quality gap.

Audit date: 2026-04-16. Version 0.1.20.

Name		Name	Last commit message	Last commit date
Latest commit History 124 Commits
assets		assets
src		src
.gitignore		.gitignore
Cargo.toml		Cargo.toml
LICENSE-APACHE		LICENSE-APACHE
LICENSE-MIT		LICENSE-MIT
README.md		README.md
ROADMAP.md		ROADMAP.md

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digdigdig3

Overview

Module Hierarchy

Adding as a Dependency

L1: Data Feeds (no orderbook)

L1 free

L1 paid

L2: Orderbook Data (no execution)

L2 free

L2 paid

L3 Open: Full Stack (no registration needed for market data)

L3 open — Crypto CEX (18 connectors)

Disabled CEX

L3 open — Crypto DEX (2 connectors)

L3 open — Prediction Markets (1 connector)

L3 Gated: Full Stack (account/KYC required)

L3 gated — Stocks US (1 connector)

L3 gated — Stocks India (5 connectors)

L3 gated — Stocks China (1 connector)

L3 gated — Stocks Russia (1 connector)

L3 gated — Forex (2 connectors)

L3 gated — Multi-asset (1 connector)

Execution Coverage

CEX — Optional Trading Traits

DEX Execution

Stock Broker Execution

Optional Trading Traits (defined, not yet implemented in any connector)

L2 Orderbook Capabilities

Capabilities per exchange

Architecture

Core Trait Hierarchy

Precision Guard (f64 to Decimal at Execution Boundary)

Connector Manager

Module Structure (per connector)

On-Chain Transport for DEX Connectors

Transport Methods

Auth Methods

Feature Flags

Known Issues and Disabled Connectors

Test Coverage

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